protected override Boolean BuySignal(PI31001 pi31001)
{
//開盤篩選
if (pi31001.Match_Qty == pi31001.Total_Qty)
{
//Open < close 開盤低於左日收盤價:不監控
if (OpenPrice < ClosePrice)
{
BreakTrade();
return(false);
}
//開盤價大於CDP AH: 不監控
if (OpenPrice > CDP_AH)
{
BreakTrade();
return(false);
}
return(false);
}
else
{
//盤中篩選
//盤中變綠棒: 不監控
if ((double)pi31001.Match_Price < OpenPrice)
{
BreakTrade();
return(false);
}
//開盤介於左收與CDP_NH之間
if (OpenPrice > ClosePrice && OpenPrice < CDP_NH)
{
if ((double)pi31001.Match_Price > AdjustPrice(CDP_NH))
{
return(true);
}
}
//開盤介於CDP_NH與CDP_AH之間
if (OpenPrice > CDP_NH && OpenPrice < CDP_AH)
{
if ((double)pi31001.Match_Price > AdjustPrice(CDP_AH))
{
return(true);
}
}
return(false);
}
}
private void OnQuoteRcvMessage(object sender, PackageBase package)
{
if (package.TOPIC != null)
{
if (RecoverMap.ContainsKey(package.TOPIC))
{
RecoverMap[package.TOPIC]++;
}
}
StringBuilder sb;
switch (package.DT)
{
case (ushort)DT.LOGIN:
P001503 _p001503 = (P001503)package;
if (_p001503.Code == 0)
{
AddInfo("可註冊檔數：" + _p001503.Qnum);
if (quoteCom.QuoteFuture)
{
AddInfo("可註冊期貨報價");
}
if (quoteCom.QuoteStock)
{
AddInfo("可註冊證券報價");
}
}
break;
case (ushort)DT.QUOTE_STOCK_MATCH1: //上市成交
case (ushort)DT.QUOTE_STOCK_MATCH2: //上櫃成交
PI31001 pi31001 = (PI31001)package;
if (!cbShow.Checked)
{
break;
}
sb = new StringBuilder(Environment.NewLine);
sb.Append((package.DT == (ushort)DT.QUOTE_STOCK_MATCH1) ? "上市 " : "上櫃 ");
if (pi31001.Status == 0)
{
sb.Append("<試撮>");
}
sb.Append("商品代號: ").Append(pi31001.StockNo).Append(" 更新時間: ").Append(pi31001.Match_Time).Append(Environment.NewLine);
sb.Append(" 成交價: ").Append(pi31001.Match_Price).Append(" 單量: ").Append(pi31001.Match_Qty);
sb.Append(" 總量: ").Append(pi31001.Total_Qty).Append(" 來源: ").Append(pi31001.Source).Append(Environment.NewLine);
sb.Append("=========================================");
AddInfo(sb.ToString());
break;
case (ushort)DT.QUOTE_STOCK_DEPTH1: //上市五檔
case (ushort)DT.QUOTE_STOCK_DEPTH2: //上櫃五檔
PI31002 i31002 = (PI31002)package;
if (!cbShow.Checked)
{
break;
}
sb = new StringBuilder(Environment.NewLine);
sb.Append((package.DT == (ushort)DT.QUOTE_STOCK_DEPTH1) ? "上市 " : "上櫃 ");
if (i31002.Status == 0)
{
sb.Append("<試撮> ");
}
sb.Append("商品代號: ").Append(i31002.StockNo).Append(" 更新時間: ").Append(i31002.Match_Time).Append(" 來源: ").Append(i31002.Source).Append(Environment.NewLine);
for (int i = 0; i < 5; i++)
{
sb.Append(String.Format("五檔[{0}] 買[價:{1:N} 量:{2:N}] 賣[價:{3:N} 量:{4:N}]", i + 1, i31002.BUY_DEPTH[i].PRICE, i31002.BUY_DEPTH[i].QUANTITY, i31002.SELL_DEPTH[i].PRICE, i31002.SELL_DEPTH[i].QUANTITY)).Append(Environment.NewLine);
}
sb.Append("=========================================");
AddInfo(sb.ToString());
break;
case (ushort)DT.QUOTE_LAST_PRICE_STOCK:
PI30026 pi30026 = (PI30026)package;
#region Comfup Add
UpdateStockComfup(pi30026);
#endregion
sb = new StringBuilder(Environment.NewLine);
sb.Append("商品代號:").Append(pi30026.StockNo).Append(" 最後價格:").Append(pi30026.LastMatchPrice).Append(Environment.NewLine);
sb.Append("當日最高成交價格:").Append(pi30026.DayHighPrice).Append(" 當日最低成交價格:").Append(pi30026.DayLowPrice);
sb.Append("開盤價:").Append(pi30026.FirstMatchPrice).Append(" 開盤量:").Append(pi30026.FirstMatchQty).Append(Environment.NewLine);
sb.Append("參考價:").Append(pi30026.ReferencePrice).Append(Environment.NewLine);
sb.Append("成交單量:").Append(pi30026.LastMatchQty).Append(Environment.NewLine);
sb.Append("成交總量:").Append(pi30026.TotalMatchQty).Append(Environment.NewLine);
for (int i = 0; i < 5; i++)
{
sb.Append(String.Format("五檔[{0}] 買[價:{1:N} 量:{2:N}] 賣[價:{3:N} 量:{4:N}]", i + 1, pi30026.BUY_DEPTH[i].PRICE, pi30026.BUY_DEPTH[i].QUANTITY, pi30026.SELL_DEPTH[i].PRICE, pi30026.SELL_DEPTH[i].QUANTITY)).Append(Environment.NewLine);
}
sb.Append("==============================================");
AddInfo(sb.ToString());
break;
case (ushort)DT.QUOTE_STOCK_INDEX1: //上市指數
PI31011 pi31011 = (PI31011)package;
sb = new StringBuilder(Environment.NewLine);
sb.Append("[上市指數]更新時間：").Append(pi31011.Match_Time).Append(" 筆數: ").Append(pi31011.COUNT).Append(Environment.NewLine);
for (int i = 0; i < pi31011.COUNT; i++)
{
sb.Append(" [" + (i + 1) + "] ").Append(pi31011.IDX[i].VALUE);
}
sb.Append("==============================================");
AddInfo(sb.ToString());
break;
case (ushort)DT.QUOTE_STOCK_INDEX2: //上櫃指數
PI31011 pi32011 = (PI31011)package;
sb = new StringBuilder(Environment.NewLine);
sb.Append("[上櫃指數]更新時間：").Append(pi32011.Match_Time).Append(" 筆數: ").Append(pi32011.COUNT).Append(Environment.NewLine);
for (int i = 0; i < pi32011.COUNT; i++)
{
sb.Append(" [" + (i + 1) + "]").Append(pi32011.IDX[i].VALUE);
}
sb.Append("==============================================");
AddInfo(sb.ToString());
break;
case (ushort)DT.QUOTE_STOCK_NEWINDEX1: //上市新編指數
PI31021 pi31021 = (PI31021)package;
sb = new StringBuilder(Environment.NewLine);
sb.Append("上市新編指數[").Append(pi31021.IndexNo).Append("] 時間:").Append(pi31021.IndexTime);
sb.Append("指數: ").Append(pi31021.LatestIndex).Append(Environment.NewLine);
AddInfo(sb.ToString());
break;
case (ushort)DT.QUOTE_STOCK_NEWINDEX2: //上櫃新編指數
PI31021 pi32021 = (PI31021)package;
sb = new StringBuilder(Environment.NewLine);
sb.Append("上櫃新編指數[").Append(pi32021.IndexNo).Append("] 時間:").Append(pi32021.IndexTime);
sb.Append("最新指數: ").Append(pi32021.LatestIndex).Append(Environment.NewLine);
AddInfo(sb.ToString());
break;
case (ushort)DT.QUOTE_LAST_INDEX1: //上市最新指數查詢
PI31026 pi31026 = (PI31026)package;
sb = new StringBuilder(Environment.NewLine);
sb.Append(" 最新上市指數 筆數: ").Append(pi31026.COUNT).Append(Environment.NewLine);
for (int i = 0; i < pi31026.COUNT; i++)
{
sb.Append(" [" + (i + 1) + "] ").Append(" 昨日收盤指數:").Append(pi31026.IDX[i].RefIndex);
sb.Append(" 開盤指數:").Append(pi31026.IDX[i].FirstIndex).Append(" 最新指數:").Append(pi31026.IDX[i].LastIndex);
sb.Append(" 最高指數:").Append(pi31026.IDX[i].DayHighIndex).Append(" 最低指數:").Append(pi31026.IDX[i].DayLowIndex).Append(Environment.NewLine);
sb.Append("==============================================");
}
AddInfo(sb.ToString());
break;
case (ushort)DT.QUOTE_LAST_INDEX2: //上櫃最新指數查詢
PI31026 pi32026 = (PI31026)package;
sb = new StringBuilder(Environment.NewLine);
sb.Append(" 最新上櫃指數 筆數: ").Append(pi32026.COUNT).Append(Environment.NewLine);
for (int i = 0; i < pi32026.COUNT; i++)
{
sb.Append(" [" + (i + 1) + "] ").Append(" 昨日收盤指數:").Append(pi32026.IDX[i].RefIndex);
sb.Append(" 開盤指數:").Append(pi32026.IDX[i].FirstIndex).Append(" 最新指數:").Append(pi32026.IDX[i].LastIndex);
sb.Append(" 最高指數:").Append(pi32026.IDX[i].DayHighIndex).Append(" 最低指數:").Append(pi32026.IDX[i].DayLowIndex).Append(Environment.NewLine);
sb.Append("==============================================");
}
AddInfo(sb.ToString());
break;
case (ushort)DT.QUOTE_STOCK_AVGINDEX: //加權平均指數 2014.8.6 ADD ;
PI31022 pi31022 = (PI31022)package;
sb = new StringBuilder(Environment.NewLine);
sb.Append("加權平均指數[").Append(pi31022.IndexNo).Append("] 時間:").Append(pi31022.IndexTime);
sb.Append("最新指數: ").Append(pi31022.LatestIndex).Append(Environment.NewLine);
AddInfo(sb.ToString());
break;
}
}
private void OnQuoteRcvMessage(object sender, PackageBase package)
{
if (package.TOPIC != null)
{
if (RecoverMap.ContainsKey(package.TOPIC))
{
RecoverMap[package.TOPIC]++;
}
}
StringBuilder sb;
switch (package.DT)
{
case (ushort)DT.LOGIN:
P001503 _p001503 = (P001503)package;
if (_p001503.Code == 0)
{
AddInfo("可註冊檔數：" + _p001503.Qnum);
if (quoteCom.QuoteFuture)
{
AddInfo("可註冊期貨報價");
}
if (quoteCom.QuoteStock)
{
AddInfo("可註冊證券報價");
}
}
break;
case (ushort)DT.QUOTE_STOCK_MATCH1: //上市成交
case (ushort)DT.QUOTE_STOCK_MATCH2: //上櫃成交
PI31001 pi31001 = (PI31001)package;
//if (!cbShow.Checked) break;
//sb = new StringBuilder(Environment.NewLine);
//sb.Append((package.DT == (ushort)DT.QUOTE_STOCK_MATCH1) ? "上市 " : "上櫃 ");
//if (pi31001.Status == 0) sb.Append("<試撮>");
//sb.Append("商品代號: ").Append(pi31001.StockNo).Append(" 更新時間: ").Append(pi31001.Match_Time).Append(Environment.NewLine);
//sb.Append(" 成交價: ").Append(pi31001.Match_Price).Append(" 單量: ").Append(pi31001.Match_Qty);
//sb.Append(" 總量: ").Append(pi31001.Total_Qty).Append(" 來源: ").Append(pi31001.Source).Append(Environment.NewLine);
//sb.Append("=========================================");
//AddInfo(sb.ToString());
if (pi31001.Status == 0)
{
var newLine = string.Format("{0},{1},{2},{3},{4},{5}", pi31001.StockNo, pi31001.Match_Time, pi31001.Match_Price, pi31001.Match_Qty, pi31001.Total_Qty, "<試撮>");
AddInfo(newLine);
}
else
{
var newLine = string.Format("{0},{1},{2},{3},{4}", pi31001.StockNo, pi31001.Match_Time, pi31001.Match_Price, pi31001.Match_Qty, pi31001.Total_Qty);
AddInfo(newLine);
String filename = string.Format("{0}_{1}_{2}.csv", "MATCH", pi31001.StockNo, DateTime.Now.ToString("yyyyMMdd"));
WriteToCSV(filename, newLine);
}
break;
case (ushort)DT.QUOTE_STOCK_DEPTH1: //上市五檔
case (ushort)DT.QUOTE_STOCK_DEPTH2: //上櫃五檔
PI31002 pi31002 = (PI31002)package;
//if (!cbShow.Checked) break;
//sb = new StringBuilder(Environment.NewLine);
//sb.Append((package.DT == (ushort)DT.QUOTE_STOCK_DEPTH1) ? "上市 " : "上櫃 ");
//if (i31002.Status == 0) sb.Append("<試撮> ");
//sb.Append("商品代號: ").Append(i31002.StockNo).Append(" 更新時間: ").Append(i31002.Match_Time).Append(" 來源: ").Append(i31002.Source).Append(Environment.NewLine);
//for (int i = 0; i < 5; i++)
// sb.Append(String.Format("五檔[{0}] 買[價:{1:N} 量:{2:N}] 賣[價:{3:N} 量:{4:N}]", i + 1, i31002.BUY_DEPTH[i].PRICE, i31002.BUY_DEPTH[i].QUANTITY, i31002.SELL_DEPTH[i].PRICE, i31002.SELL_DEPTH[i].QUANTITY)).Append(Environment.NewLine);
//sb.Append("=========================================");
//AddInfo(sb.ToString());
if (pi31002.Status == 0)
{
StringBuilder buy_price = new StringBuilder();
StringBuilder buy_qty = new StringBuilder();
StringBuilder sell_price = new StringBuilder();
StringBuilder sell_qty = new StringBuilder();
for (int i = 0; i < 5; i++)
{
buy_price.Append(pi31002.BUY_DEPTH[i].PRICE).Append("_");
buy_qty.Append(pi31002.BUY_DEPTH[i].QUANTITY).Append("_");
sell_price.Append(pi31002.SELL_DEPTH[i].PRICE).Append("_");
sell_qty.Append(pi31002.SELL_DEPTH[i].QUANTITY).Append("_");
}
var newLine = string.Format("{0},{1},{2},{3},{4},{5},{6}", pi31002.StockNo, pi31002.Match_Time, buy_price.ToString(), buy_qty.ToString(), sell_price.ToString(), sell_qty.ToString(), "<試撮>");
AddInfo(newLine);
}
else
{
StringBuilder buy_price = new StringBuilder();
StringBuilder buy_qty = new StringBuilder();
StringBuilder sell_price = new StringBuilder();
StringBuilder sell_qty = new StringBuilder();
for (int i = 0; i < 5; i++)
{
buy_price.Append(pi31002.BUY_DEPTH[i].PRICE).Append("_");
buy_qty.Append(pi31002.BUY_DEPTH[i].QUANTITY).Append("_");
sell_price.Append(pi31002.SELL_DEPTH[i].PRICE).Append("_");
sell_qty.Append(pi31002.SELL_DEPTH[i].QUANTITY).Append("_");
}
var newLine = string.Format("{0},{1},{2},{3},{4},{5}", pi31002.StockNo, pi31002.Match_Time, buy_price.ToString(), buy_qty.ToString(), sell_price.ToString(), sell_qty.ToString());
AddInfo(newLine);
String filename = string.Format("{0}_{1}_{2}.csv", "DEPTH", pi31002.StockNo, DateTime.Now.ToString("yyyyMMdd"));
WriteToCSV(filename, newLine);
}
break;
case (ushort)DT.QUOTE_LAST_PRICE_STOCK:
PI30026 pi30026 = (PI30026)package;
//sb = new StringBuilder(Environment.NewLine);
//sb.Append("商品代號:").Append(pi30026.StockNo).Append(" 最後價格:").Append(pi30026.LastMatchPrice).Append(Environment.NewLine);
//sb.Append("當日最高成交價格:").Append(pi30026.DayHighPrice).Append(" 當日最低成交價格:").Append(pi30026.DayLowPrice);
//sb.Append("開盤價:").Append(pi30026.FirstMatchPrice).Append(" 開盤量:").Append(pi30026.FirstMatchQty).Append(Environment.NewLine);
//sb.Append("參考價:").Append(pi30026.ReferencePrice).Append(Environment.NewLine);
//sb.Append("成交單量:").Append(pi30026.LastMatchQty).Append(Environment.NewLine);
//sb.Append("成交總量:").Append(pi30026.TotalMatchQty).Append(Environment.NewLine);
//for (int i = 0; i < 5; i++)
// sb.Append(String.Format("五檔[{0}] 買[價:{1:N} 量:{2:N}] 賣[價:{3:N} 量:{4:N}]", i + 1, pi30026.BUY_DEPTH[i].PRICE, pi30026.BUY_DEPTH[i].QUANTITY, pi30026.SELL_DEPTH[i].PRICE, pi30026.SELL_DEPTH[i].QUANTITY)).Append(Environment.NewLine);
//sb.Append("==============================================");
//AddInfo(sb.ToString());
var lastprice = string.Format("{0},{1},{2},{3},{4}", pi30026.StockNo, 0, pi30026.ReferencePrice, 0, 0);
AddInfo(lastprice);
String targetfile = string.Format("{0}_{1}_{2}.csv", "MATCH", pi30026.StockNo, DateTime.Now.ToString("yyyyMMdd"));
WriteToCSV(targetfile, lastprice);
break;
case (ushort)DT.QUOTE_STOCK_INDEX1: //上市指數
PI31011 pi31011 = (PI31011)package;
sb = new StringBuilder(Environment.NewLine);
sb.Append("[上市指數]更新時間：").Append(pi31011.Match_Time).Append(" 筆數: ").Append(pi31011.COUNT).Append(Environment.NewLine);
for (int i = 0; i < pi31011.COUNT; i++)
{
sb.Append(" [" + (i + 1) + "] ").Append(pi31011.IDX[i].VALUE);
}
sb.Append("==============================================");
AddInfo(sb.ToString());
break;
case (ushort)DT.QUOTE_STOCK_INDEX2: //上櫃指數
PI31011 pi32011 = (PI31011)package;
sb = new StringBuilder(Environment.NewLine);
sb.Append("[上櫃指數]更新時間：").Append(pi32011.Match_Time).Append(" 筆數: ").Append(pi32011.COUNT).Append(Environment.NewLine);
for (int i = 0; i < pi32011.COUNT; i++)
{
sb.Append(" [" + (i + 1) + "]").Append(pi32011.IDX[i].VALUE);
}
sb.Append("==============================================");
AddInfo(sb.ToString());
break;
case (ushort)DT.QUOTE_STOCK_NEWINDEX1: //上市新編指數
PI31021 pi31021 = (PI31021)package;
sb = new StringBuilder(Environment.NewLine);
sb.Append("上市新編指數[").Append(pi31021.IndexNo).Append("] 時間:").Append(pi31021.IndexTime);
sb.Append("指數: ").Append(pi31021.LatestIndex).Append(Environment.NewLine);
AddInfo(sb.ToString());
break;
case (ushort)DT.QUOTE_STOCK_NEWINDEX2: //上櫃新編指數
PI31021 pi32021 = (PI31021)package;
sb = new StringBuilder(Environment.NewLine);
sb.Append("上櫃新編指數[").Append(pi32021.IndexNo).Append("] 時間:").Append(pi32021.IndexTime);
sb.Append("最新指數: ").Append(pi32021.LatestIndex).Append(Environment.NewLine);
AddInfo(sb.ToString());
break;
case (ushort)DT.QUOTE_LAST_INDEX1: //上市最新指數查詢
PI31026 pi31026 = (PI31026)package;
sb = new StringBuilder(Environment.NewLine);
sb.Append(" 最新上市指數 筆數: ").Append(pi31026.COUNT).Append(Environment.NewLine);
for (int i = 0; i < pi31026.COUNT; i++)
{
sb.Append(" [" + (i + 1) + "] ").Append(" 昨日收盤指數:").Append(pi31026.IDX[i].RefIndex);
sb.Append(" 開盤指數:").Append(pi31026.IDX[i].FirstIndex).Append(" 最新指數:").Append(pi31026.IDX[i].LastIndex);
sb.Append(" 最高指數:").Append(pi31026.IDX[i].DayHighIndex).Append(" 最低指數:").Append(pi31026.IDX[i].DayLowIndex).Append(Environment.NewLine);
sb.Append("==============================================");
}
AddInfo(sb.ToString());
break;
case (ushort)DT.QUOTE_LAST_INDEX2: //上櫃最新指數查詢
PI31026 pi32026 = (PI31026)package;
sb = new StringBuilder(Environment.NewLine);
sb.Append(" 最新上櫃指數 筆數: ").Append(pi32026.COUNT).Append(Environment.NewLine);
for (int i = 0; i < pi32026.COUNT; i++)
{
sb.Append(" [" + (i + 1) + "] ").Append(" 昨日收盤指數:").Append(pi32026.IDX[i].RefIndex);
sb.Append(" 開盤指數:").Append(pi32026.IDX[i].FirstIndex).Append(" 最新指數:").Append(pi32026.IDX[i].LastIndex);
sb.Append(" 最高指數:").Append(pi32026.IDX[i].DayHighIndex).Append(" 最低指數:").Append(pi32026.IDX[i].DayLowIndex).Append(Environment.NewLine);
sb.Append("==============================================");
}
AddInfo(sb.ToString());
break;
case (ushort)DT.QUOTE_STOCK_AVGINDEX: //加權平均指數 2014.8.6 ADD ;
PI31022 pi31022 = (PI31022)package;
sb = new StringBuilder(Environment.NewLine);
sb.Append("加權平均指數[").Append(pi31022.IndexNo).Append("] 時間:").Append(pi31022.IndexTime);
sb.Append("最新指數: ").Append(pi31022.LatestIndex).Append(Environment.NewLine);
AddInfo(sb.ToString());
break;
}
}
protected override Boolean BuySignal(String UpdateType, String MatchType)
{
PI31001 pi31001 = (PI31001)MatchLog[0]; //最新成交明細
PI31002 pi31002 = (PI31002)DepthLog[0]; //最新五檔明細
//開盤篩選
if (pi31001.Match_Qty == pi31001.Total_Qty)
{
//Open < close 開盤低於左日收盤價:不監控
//if (OpenPrice < ClosePrice)
//{
// BreakTrade("開盤低於左日收盤價");
// return false;
//}
//開盤價大於CDP AH: 不監控
if (OpenPrice > CDP_AH)
{
BreakTrade("開盤價大於CDP AH");
MatchLoger("開盤價大於CDP AH");
return(false);
}
return(false);
}
else
{
//盤中篩選
//盤中變綠棒: 不監控
if (pi31001.Match_Price < OpenPrice)
{
BreakTrade("盤中低於開盤價");
MatchLoger("盤中低於開盤價");
return(false);
}
//如果五分鐘後成交量未達門檻: 不監控
if (pi31001.Match_Time > 90500 && pi31001.Total_Qty < AmountThreshold)
{
BreakTrade("五分鐘後成交量未達門檻");
MatchLoger("盤中低於開盤價");
return(false);
}
//五分鐘前判斷是否超越CDP
if (pi31002.Match_Time < 90500 && pi31001.Match_Time < 90500)
{
if (OpenPrice > ClosePrice && OpenPrice < CDP_NH)
{
if (pi31002.BUY_DEPTH[0].PRICE > CDP_NH)
{
ExceedCDP = true;
if (pi31002.BUY_DEPTH[0].PRICE > CDP_AH)
{
BreakTrade("五分鐘內內盤最高價超越CDP_AH");
MatchLoger("五分鐘內內盤最高價超越CDP_AH");
return(false);
}
}
}
if (OpenPrice > CDP_NH && OpenPrice < CDP_AH)
{
if (pi31002.BUY_DEPTH[0].PRICE > CDP_AH)
{
ExceedCDP = true;
BreakTrade("五分鐘內內盤最高價超越CDP_AH");
MatchLoger("五分鐘內內盤最高價超越CDP_AH");
return(false);
}
}
}
if (pi31002.Match_Time > 90500 && pi31001.Match_Time > 90500)
{
//紀錄5分鐘後第一筆成交與五檔
if (pi31001_5min is null)
{
pi31001_5min = pi31001;
}
if (pi31002_5min is null)
{
pi31002_5min = pi31002;
}
//開盤介於昨收與CDP_NH之間
if (OpenPrice < CDP_NH)
{
//五分鐘後第一筆內盤最高價超越CDP_AH: 不監控
if (pi31002_5min.BUY_DEPTH[0].PRICE > CDP_AH)
{
BreakTrade("五分鐘後第一筆內盤最高價超越CDP_AH");
MatchLoger("五分鐘後第一筆內盤最高價超越CDP_AH");
return(false);
}
//如果五分鐘後內盤最高已超過CDP_NH則等待突破CDP1才追買
else if (pi31002_5min.BUY_DEPTH[0].PRICE >= CDP_NH && pi31002_5min.BUY_DEPTH[0].PRICE < CDP_AH)
{
//priceflag = Security_PriceFlag.SP_FixedPrice;
//BuyPrice = CDP_NH;
if (pi31002.BUY_DEPTH[0].PRICE >= CDP_AH)
{
MatchLoger("五分鐘後內盤最高已超過CDP_NH, 突破CDP_AH追買");
return(true);
}
if (pi31002.SELL_DEPTH[0].PRICE < Math.Floor(CDP_NH))
{
BreakTrade("五分鐘後內盤超越CDP_NH,但又跌破CDP_NH");
MatchLoger("五分鐘後內盤超越CDP_NH,但又跌破CDP_NH");
return(false);
}
}
//五分鐘內有突破CDP_NH，但又掉下來，在五分鐘後第一筆沒有超過CDP_NH: 不監控
else if (ExceedCDP)
{
BreakTrade("五分鐘內有突破，但又掉下來，在五分鐘後第一筆沒有超過CDP_NH");
MatchLoger("五分鐘內有突破，但又掉下來，在五分鐘後第一筆沒有超過CDP_NH");
return(false);
}
else if (pi31002.BUY_DEPTH[0].PRICE >= CDP_NH)
{
MatchLoger("突破CDP_NH");
return(true);
}
}
//開盤介於CDP_NH與CDP_AH之間
if (OpenPrice >= CDP_NH && OpenPrice < CDP_AH)
{
//五分鐘後第一筆內盤最高價超越CDP_AH: 不監控
if (pi31002_5min.BUY_DEPTH[0].PRICE >= CDP_AH)
{
BreakTrade("五分鐘後第一筆內盤最高價超越CDP_AH");
MatchLoger("五分鐘後第一筆內盤最高價超越CDP_AH");
return(false);
}
//五分鐘內有突破CDP_AH，但又掉下來，在五分鐘後第一筆沒有超過CDP_AH: 不監控
else if (ExceedCDP)
{
BreakTrade("五分鐘內有突破CDP_AH，但又掉下來");
MatchLoger("五分鐘內有突破CDP_AH，但又掉下來");
return(false);
}
else if (pi31002.BUY_DEPTH[0].PRICE >= CDP_AH)
{
MatchLoger("突破CDP_AH");
return(true);
}
}
}
if (pi31002.Match_Time >= 132400)
{
BreakTrade("已收盤，結束偵測");
}
return(false);
}
}
protected override Boolean SellSignal(string UpdateType, string MatchType)
{
PI31002 pi31002 = (PI31002)DepthLog[0];
PI31001 pi31001_0 = (PI31001)MatchLog[0];
PI31001 pi31001_1 = (PI31001)MatchLog[1];
PI31001 pi31001_2 = (PI31001)MatchLog[2];
//判斷是否已突破成本
ExceedCost = isExceedCost(pi31002);
if (ExceedCost)
{
if (UpdateType == "Match" && MatchType == "G")
{
GreenMatchCount += 1;
//已突破成本後，如果連續出現兩筆錄單，賣出
if (GreenMatchCount >= 2)
{
MatchLoger("已突破成本,連續出現兩筆綠單賣出");
if (stoplossmode == StopLossMode.Auto)
{
return(true);
}
else
{
OnStatusChange(this.trade_status, stockid + ":已突破成本,連續出現兩筆綠單,可以賣出");
}
}
}
else
{
GreenMatchCount = 0;
}
//連續2筆價位比前一檔低則跌停掛賣
if (pi31001_0.Match_Price < pi31001_1.Match_Price && pi31001_1.Match_Price < pi31001_2.Match_Price)
{
MatchLoger("已突破成本,連續2筆價位比前一檔低則跌停");
if (stoplossmode == StopLossMode.Auto)
{
return(true);
}
else
{
OnStatusChange(this.trade_status, stockid + ":已突破成本,連續2筆價位比前一檔低,可以賣出");
}
}
//距離漲停價位2檔時賣出
if (pi31002.BUY_DEPTH[0].PRICE >= RaiseStopPrice - (2 * TickInfo(ClosePrice)))
{
MatchLoger("距離漲停價位2檔時賣出");
if (lockgainmode == LockGainMode.Auto)
{
return(true);
}
else
{
OnStatusChange(this.trade_status, stockid + ":距離漲停價位2檔,可以賣出");
}
}
//停利賣出，內盤大於停利點
//if (pi31002.BUY_DEPTH[0].PRICE > LockGainPrice)
// return true;
}
//停損賣出
if (isStopLoss(pi31002))
{
MatchLoger("停損賣出");
if (stoplossmode == StopLossMode.Auto)
{
return(true);
}
else
{
OnStatusChange(this.trade_status, stockid + ":停損條件成立,可以賣出");
}
}
return(false);
}
